02973nam 2200637 a 450 991014527670332120170815112626.01-118-16073-81-119-19707-41-281-28436-X97866112843670-470-17546-X(CKB)1000000000404411(EBL)335701(OCoLC)437204761(SSID)ssj0000251018(PQKBManifestationID)12113357(PQKBTitleCode)TC0000251018(PQKBWorkID)10247069(PQKB)10600605(MiAaPQ)EBC335701(EXLCZ)99100000000040441120070628d2007 uy 0engur|n|---|||||txtccrStatistical arbitrage[electronic resource] algorithmic trading insights and techniques /Andrew PoleHoboken, N.J. J. Wiley & Sonsc20071 online resource (256 p.)Wiley finance seriesDescription based upon print version of record.0-470-13844-0 Includes bibliographical references (p. 223) and index.Statistical Arbitrage: Algorithmic Trading Insights and Techniques; Contents; Preface; Foreword; Acknowledgments; Chapter 1: Monte Carlo or Bust; Chapter 2: Statistical Arbitrage; Chapter 3: Structural Models; Chapter 4: Law of Reversion; Chapter 5: Gauss Is Not the God of Reversion; Chapter 6: Interstock Volatility; Chapter 7: Quantifying Reversion Opportunities; Chapter 8: Nobel Difficulties; Chapter 9: Trinity Troubles; Chapter 10: Arise Black Boxes; Chapter 11: Statistical Arbitrage Rising; Bibliography; IndexWhile statistical arbitrage has faced some tough times?as markets experienced dramatic changes in dynamics beginning in 2000?new developments in algorithmic trading have allowed it to rise from the ashes of that fire. Based on the results of author Andrew Pole?s own research and experience running a statistical arbitrage hedge fund for eight years?in partnership with a group whose own history stretches back to the dawn of what was first called pairs trading?this unique guide provides detailed insights into the nuances of a proven investment strategy. Filled with in-depth insights and expert adWiley finance series.Pairs tradingArbitrageMathematical modelsSpeculationMathematical modelsElectronic books.Pairs trading.ArbitrageMathematical models.SpeculationMathematical models.332.6332.64/5332.645Pole Andrew1961-89089MiAaPQMiAaPQMiAaPQBOOK9910145276703321Statistical arbitrage1913958UNINA